+53.0%
ROST vs JD
-9.5%
+62.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -10.0% | -16.0% | +6.1% | -8.2% |
| 3M | +1.2% | -3.2% | +4.4% | +1.6% |
| 6M | +8.9% | +6.1% | +2.9% | +6.9% |
| YTD | +28.1% | -0.1% | +28.2% | +27.3% |
| 1Y | +53.0% | -12.7% | +65.7% | +57.2% |
| All | +53.0% | -9.5% | +62.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling